| Trading Metrics calculated at close of trading on 25-Sep-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Sep-2009 | 25-Sep-2009 | Change | Change % | Previous Week |  
                        | Open | 1,724.25 | 1,699.00 | -25.25 | -1.5% | 1,717.25 |  
                        | High | 1,736.75 | 1,709.00 | -27.75 | -1.6% | 1,753.25 |  
                        | Low | 1,696.00 | 1,688.75 | -7.25 | -0.4% | 1,688.75 |  
                        | Close | 1,699.50 | 1,697.00 | -2.50 | -0.1% | 1,697.00 |  
                        | Range | 40.75 | 20.25 | -20.50 | -50.3% | 64.50 |  
                        | ATR | 27.84 | 27.30 | -0.54 | -1.9% | 0.00 |  
                        | Volume | 311,914 | 351,064 | 39,150 | 12.6% | 1,389,844 |  | 
    
| 
        
            | Daily Pivots for day following 25-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,759.00 | 1,748.25 | 1,708.25 |  |  
                | R3 | 1,738.75 | 1,728.00 | 1,702.50 |  |  
                | R2 | 1,718.50 | 1,718.50 | 1,700.75 |  |  
                | R1 | 1,707.75 | 1,707.75 | 1,698.75 | 1,703.00 |  
                | PP | 1,698.25 | 1,698.25 | 1,698.25 | 1,696.00 |  
                | S1 | 1,687.50 | 1,687.50 | 1,695.25 | 1,682.75 |  
                | S2 | 1,678.00 | 1,678.00 | 1,693.25 |  |  
                | S3 | 1,657.75 | 1,667.25 | 1,691.50 |  |  
                | S4 | 1,637.50 | 1,647.00 | 1,685.75 |  |  | 
        
            | Weekly Pivots for week ending 25-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,906.50 | 1,866.25 | 1,732.50 |  |  
                | R3 | 1,842.00 | 1,801.75 | 1,714.75 |  |  
                | R2 | 1,777.50 | 1,777.50 | 1,708.75 |  |  
                | R1 | 1,737.25 | 1,737.25 | 1,703.00 | 1,725.00 |  
                | PP | 1,713.00 | 1,713.00 | 1,713.00 | 1,707.00 |  
                | S1 | 1,672.75 | 1,672.75 | 1,691.00 | 1,660.50 |  
                | S2 | 1,648.50 | 1,648.50 | 1,685.25 |  |  
                | S3 | 1,584.00 | 1,608.25 | 1,679.25 |  |  
                | S4 | 1,519.50 | 1,543.75 | 1,661.50 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 1,753.25 | 1,688.75 | 64.50 | 3.8% | 27.25 | 1.6% | 13% | False | True | 277,968 |  
                | 10 | 1,753.25 | 1,665.25 | 88.00 | 5.2% | 25.25 | 1.5% | 36% | False | False | 291,705 |  
                | 20 | 1,753.25 | 1,582.50 | 170.75 | 10.1% | 27.50 | 1.6% | 67% | False | False | 159,919 |  
                | 40 | 1,753.25 | 1,559.25 | 194.00 | 11.4% | 28.50 | 1.7% | 71% | False | False | 80,307 |  
                | 60 | 1,753.25 | 1,391.25 | 362.00 | 21.3% | 27.50 | 1.6% | 84% | False | False | 53,582 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1,795.00 |  
            | 2.618 | 1,762.00 |  
            | 1.618 | 1,741.75 |  
            | 1.000 | 1,729.25 |  
            | 0.618 | 1,721.50 |  
            | HIGH | 1,709.00 |  
            | 0.618 | 1,701.25 |  
            | 0.500 | 1,699.00 |  
            | 0.382 | 1,696.50 |  
            | LOW | 1,688.75 |  
            | 0.618 | 1,676.25 |  
            | 1.000 | 1,668.50 |  
            | 1.618 | 1,656.00 |  
            | 2.618 | 1,635.75 |  
            | 4.250 | 1,602.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Sep-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1,699.00 | 1,721.00 |  
                                | PP | 1,698.25 | 1,713.00 |  
                                | S1 | 1,697.50 | 1,705.00 |  |